Why Traders Break Their Rules After a Series of Winning Trades
A series of winning trades feels like proof that you have finally figured the market out. Your setups are working, entries look cleaner, and…
How to Separate a Bad Trading Strategy From a Bad Trading Sample
Learn how to tell whether a losing trading strategy is genuinely broken or simply being judged from a small or unusual sample using…
Why Historical Forex Charts Can Change After Data Updates
Why do old forex candles change after a data update? Learn how missing ticks, broker feeds, chart synchronization, lower-timeframe…
How Tick Data Can Change the Shape of a Forex Candle
Learn how tick data forms forex candles, why different tick streams can change wicks and highs, and how Bid, Ask, broker feeds and real ticks…
How Broker Server Latency Can Affect Short-Term Trading
Learn how broker server latency affects short-term forex trading, including slippage, execution speed, ping, VPS hosting, news trading and scalping.
How Market Depth Can Affect Forex Order Execution
Learn how forex market depth affects order execution, slippage, price impact and fills, and why a broker's depth is not the entire FX market.
What Happens When Liquidity Disappears From the Forex Market
What happens when forex liquidity disappears? Learn how wider spreads, thinner market depth, slippage, price gaps and execution risk affect…
Why Forex Quotes Can Change Before Your Trading Platform Refreshes
Learn why forex quotes can change before your trading platform refreshes, including liquidity-provider updates, broker aggregation, network…
How Broker Price Feeds Are Built From Liquidity Providers
Learn how broker price feeds are built from liquidity providers, aggregators, bid/ask quotes, pricing engines and execution systems, and why…
How Gold Price Discovery Changes Between Asian and London Sessions
Learn how gold price discovery changes between Asian and London sessions, including liquidity, Asian ranges, London breakouts, XAU/USD market…